SpotGamma™

S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest

SpotGamma Report for: 10/09/2020 AM

Note:Futures are flat to last nights close at 3350. We saw a slight build in gamma levels, with a notable jump in the Call Wall to 3500. As discussed recently we look for the Call Wall to roll higher to confirm higher prices in the SPX. Our gamma flip levels are also lined up under […]

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